+148.1%
MTZ vs CSGP
-61.9%
+210.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.2% |
| 30D | -11.1% | +2.3% | -13.4% | -11.6% |
| 3M | -36.7% | -8.2% | -28.5% | -35.9% |
| 6M | -21.9% | -35.1% | +13.1% | -14.0% |
| YTD | +9.1% | -54.0% | +63.1% | +32.8% |
| 1Y | +30.0% | -65.3% | +95.3% | +76.6% |
| All | +148.1% | -61.9% | +210.0% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling